Cook bacon in a baking pan with sides at 400 degrees-just until it's almost done (needs to be limp enough to wrap around the shrimp). Take out of oven and pour bacon grease into a sauce pan. Over medium-hot heat, add onions, stirring for about five minutes. Add garlic and stir for another minute. Add the mustard, catsup, salt and garlic powder. Whisk in the cola and vinegar, stirring for another couple of minutes. Bring the sauce to a boil. Reduce heat just enough to allow mixture to continue simmering. This will take about 12 minutes, reducing as it thickens. While sauce is simmering, sprinkle the prepared shrimp with salt & pepper and wrap each one tightly with a half slice of the partially cooked bacon Either slide onto a skewer or secure bacon with a toothpick. Over hot coals on your grill or in a hot skillet or hot (425 degrees) oven cook the shrimp just until they "start" to curl and lose their translucent color. You can turn them about two minutes into the cooking process. This happens fast so be sure to not over cook. The bacon should be crisp. Right before taking off the grill (or out of oven or skillet), lightly brush with the yummy thickened sauce. Use extra sauce for dipping.